Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
20/11/2024 | 0,32% | 3,30 CHF | 3,39 CHF | 20 000 | 10 000 | 20 000 | 10 000 | 68 124 CHF | 34 173 CHF | 14,13% | 100,00% |
19/11/2024 | 0,37% | 3,30 CHF | 3,31 CHF | 20 000 | 10 000 | 20 000 | 10 000 | 64 939 CHF | 32 588 CHF | 100,00% | 100,00% |
18/11/2024 | 0,36% | 3,28 CHF | 3,29 CHF | 20 000 | 10 000 | 20 000 | 10 000 | 66 198 CHF | 33 217 CHF | 100,00% | 100,00% |
15/11/2024 | 0,48% | 3,35 CHF | 3,36 CHF | 20 000 | 10 000 | 14 531 | 8 177 | 49 227 CHF | 27 768 CHF | 100,00% | 100,00% |
14/11/2024 | 0,37% | 3,32 CHF | 3,33 CHF | 20 000 | 10 000 | 20 000 | 10 000 | 66 569 CHF | 33 409 CHF | 99,44% | 99,44% |
13/11/2024 | 0,37% | 3,40 CHF | 3,41 CHF | 20 000 | 10 000 | 20 000 | 9 937 | 66 185 CHF | 33 002 CHF | 98,88% | 98,88% |
12/11/2024 | 0,39% | 3,32 CHF | 3,33 CHF | 20 000 | 10 000 | 20 000 | 10 000 | 67 291 CHF | 33 776 CHF | 100,00% | 100,00% |
11/11/2024 | 0,33% | 3,45 CHF | 3,47 CHF | 20 000 | 10 000 | 20 000 | 10 000 | 69 923 CHF | 35 078 CHF | 100,00% | 100,00% |
08/11/2024 | 0,35% | 3,39 CHF | 3,40 CHF | 20 000 | 10 000 | 20 000 | 10 000 | 67 997 CHF | 34 117 CHF | 100,00% | 100,00% |
07/11/2024 | 0,38% | 3,32 CHF | 3,33 CHF | 20 000 | 10 000 | 20 000 | 9 740 | 67 231 CHF | 32 886 CHF | 99,06% | 99,06% |